Not sure why it is not adding the cms files to the site, you can add them manually though.
open the users configuration folder, for help locating the users configuration folder see this page:
http://www.webassist.com/tutorials/Common-installation-issues
in the users configuration folder, go to
Shared/webAssist/PowerCMS/CMS
copy the files and folders in the CMS folder and paste them to the root of your DW site.